Anic Equity¶

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Total return since start: 0.613 %¶

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Equity now: -----------------------------> 49258.29 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43328.1 Kr¶

PnL: ---------------------------------------> -1547.48 Kr¶

DD now: ---------------------------------> -7.27 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 15:59:14.717026'

Anic Portfolio¶

Today¶

Return: 0.08 %¶

This Week¶

Return: -2.942 %¶

Total portfolio value¶

Return including deposits: 61.259 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.110000 1515.100000 92.100000 6.470000 1423.000014
JM 7 3.610000 964.600000 14.600000 1.540000 950.000002
Hennes & Mauritz B 6 0.930000 925.440000 13.440000 1.470000 912.000000
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
Atrium Ljungberg B 5 -0.550000 898.500000 -5.500000 -0.610000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
BioGaia B 8 -0.890000 892.800000 -11.200000 -1.240000 904.000000
ASSA ABLOY B 4 -0.850000 980.400000 -12.600000 -1.270000 993.000000
Eastnine 6 -1.830000 643.200000 -13.800000 -2.100000 657.000000
INVISIO 15 -0.420000 3555.000000 -17.000000 -0.480000 3571.999995
Biotage 1 -0.830000 131.900000 -17.100000 -11.480000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
OX2 12 -0.270000 888.600000 -20.400000 -2.240000 909.000000
Bufab 3 -0.740000 1050.600000 -25.400000 -2.360000 1076.000001
Alimak Group 12 -0.370000 979.200000 -27.800000 -2.760000 1007.000004
Vitrolife 3 -1.460000 648.600000 -28.400000 -4.190000 677.000001
AcadeMedia 20 -1.900000 947.600000 -30.400000 -3.110000 978.000000
Investor B 3 -0.290000 627.000000 -31.000000 -4.710000 657.999999
Latour B 4 -0.920000 822.000000 -34.000000 -3.970000 856.000000
Sandvik 4 -1.020000 813.600000 -34.400000 -4.060000 848.000000
Vitec Software Group B 2 -0.650000 1069.000000 -35.000000 -3.170000 1104.000000
EQT 4 1.010000 836.000000 -37.000000 -4.240000 873.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Sagax B 4 -1.030000 846.800000 -38.200000 -4.320000 885.000000
Byggmax Group 33 -0.640000 928.620000 -38.380000 -3.970000 966.999990
Addnode Group B 7 -0.960000 864.500000 -40.500000 -4.480000 904.999998
Hexatronic Group 15 -1.070000 1030.200000 -40.800000 -3.810000 1071.000000
Gränges 10 -2.060000 998.000000 -41.000000 -3.950000 1039.000000
Platzer Fastigheter Holding B 12 0.000000 909.600000 -41.400000 -4.350000 951.000000
SKF B 5 -0.770000 937.250000 -42.750000 -4.360000 980.000000
Catena 2 -0.160000 761.600000 -44.400000 -5.510000 806.000000
Hoist Finance 36 -1.470000 966.600000 -44.400000 -4.390000 1010.999988
HEXPOL B 8 0.180000 888.800000 -68.200000 -7.130000 957.000000
Orrön Energy 170 -2.280000 1930.350000 -115.650000 -5.650000 2045.999980
Hexagon B 26 -1.130000 3300.700000 -119.300000 -3.490000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 0.580000 2576.100000 -407.480000 -13.660000 2983.577733
TOTAL 43328.100000 -1547.480000 -7.2704% 44875.578016

Updated:¶

'2023-06-22 15:59:31.135039'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶